On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations |
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On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (English)
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26 July 2019
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curse of dimensionality
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high-dimensional PDEs
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high-dimensional nonlinear BSDEs
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multilevel Picard approximations
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multilevel Monte Carlo method
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